Luca Di Persio

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 20

Top Topics

Brownian Motion

Optimal Control

Top Venues

Eur. J. Control

Publications

Mohammed Alruqimi, Luca Di Persio
Enhancing Multistep Brent Oil Price Forecasting with a Multi-Aspect Metaheuristic Optimization Approach and Ensemble Deep Learning Models. CoRR (2024)
Mohammed Alruqimi, Luca Di Persio
Enhancing Multi-Step Brent Oil Price Forecasting with Ensemble Multi-Scenario Bi-GRU Networks. CoRR (2024)
Mohammed Alruqimi, Luca Di Persio
Enhancing Multi-step Brent Oil Price Forecasting with Ensemble Multi-scenario Bi-GRU Networks. Int. J. Comput. Intell. Syst. 17 (1) (2024)
Francesco Giuseppe Cordoni, Luca Di Persio, Riccardo Muradore
Weak Energy Shaping for Stochastic Controlled Port-Hamiltonian Systems. SIAM J. Control. Optim. 61 (5) (2023)
Luca Di Persio, Matteo Garbelli, Fatemeh Mottaghi, Kai Wallbaum
Volatility forecasting with hybrid neural networks methods for Risk Parity investment strategies. Expert Syst. Appl. 229 (Part A) (2023)
Federico Vesentini, Luca Di Persio, Riccardo Muradore
A Brownian-Markov stochastic model for cart-like wheeled mobile robots. Eur. J. Control 70 (2023)
Luca Di Persio, Matteo Garbelli
From Optimal Control to Mean Field Optimal Transport via Stochastic Neural Networks. Symmetry 15 (9) (2023)
Francesco Giuseppe Cordoni, Luca Di Persio, Riccardo Muradore
Stochastic Port-Hamiltonian Systems. J. Nonlinear Sci. 32 (6) (2022)
Luca Di Persio, Gianni Turatta
Multi-Fractional Brownian Motion: Estimating the Hurst Exponent via Variational Smoothing with Applications in Finance. Symmetry 14 (8) (2022)
Francesco Giuseppe Cordoni, Luca Di Persio, Riccardo Muradore
Discrete stochastic port-Hamiltonian systems. Autom. 137 (2022)
Luca Di Persio, Matteo Garbelli
Deep Learning and Mean-Field Games: A Stochastic Optimal Control Perspective. Symmetry 13 (1) (2021)
Viktor Bezborodov, Luca Di Persio, Riccardo Muradore
Minimal controllability time for systems with nonlinear drift under a compact convex state constraint. Autom. 125 (2021)
Francesco Giuseppe Cordoni, Luca Di Persio, Riccardo Muradore
Stabilization of bilateral teleoperators with asymmetric stochastic delay. Syst. Control. Lett. 147 (2021)
Viktor Bezborodov, Luca Di Persio, Riccardo Muradore
Stabilization of planar non-Markovian switched linear systems with unbounded random delays. Eur. J. Control 57 (2021)
Viktor Bezborodov, Luca Di Persio, Riccardo Muradore
Minimal controllability time for systems with nonlinear drift under a compact convex state constraint. CoRR (2020)
Francesco Giuseppe Cordoni, Luca Di Persio, Luca Prezioso
A lending scheme for a system of interconnected banks with probabilistic constraints of failure. Autom. 120 (2020)
Viorel Barbu, Chiara Benazzoli, Luca Di Persio
Mild solutions to the dynamic programming equation for stochastic optimal control problems. Autom. 93 (2018)
Michele Bonollo, Luca Di Persio, Luca Mammi, Immacolata Oliva
Estimating the Counterparty Risk Exposure by Using the Brownian Motion Local Time. Int. J. Appl. Math. Comput. Sci. 27 (2) (2017)
Luca Di Persio, Matteo Frigo
Gibbs sampling approach to regime switching analysis of financial time series. J. Comput. Appl. Math. 300 (2016)
Viorel Barbu, Francesco Giuseppe Cordoni, Luca Di Persio
Optimal control of stochastic FitzHugh-Nagumo equation. Int. J. Control 89 (4) (2016)
Luca Di Persio, Giacomo Ziglio
Gaussian estimates on networks with applications to optimal control. Networks Heterog. Media 6 (2) (2011)